-26.2%
TOST vs LUNR
+8.5%
-34.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +21.5% | -22.9% | -1.1% |
| 7D | +9.4% | -1.9% | +11.3% | +9.5% |
| 30D | +13.5% | -27.3% | +40.8% | +13.1% |
| 3M | -0.1% | -29.9% | +29.7% | -0.5% |
| 6M | +22.5% | -60.2% | +82.7% | +21.4% |
| YTD | -2.4% | -35.5% | +33.1% | -2.3% |
| 1Y | -4.7% | +9.5% | -14.2% | -3.7% |
| 3Y | +103.2% | +226.2% | -122.9% | +125.2% |
| All | -26.2% | +8.5% | -34.7% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LUNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling